A conventional chain structure is disclosed in Taiwan Patent No. I276751 as shown in FIGS. 14 and 15, and generally includes two pins A2, A3 connected between two inner link plates A1 so as to form a connection unit A. A number of connections A are connected together to form a chain. Two outer link plates B are connected to the two connection units A by engaging with the pin A3, wherein the pin A3 includes a fixing portion A31 and an engaging portion A32 on two opposite ends thereof. The engaging portion A32 includes a narrow neck A33. Each of the two outer link plates B includes a first hole B1 and a second hole B2 which is located at a distance. The fixing portion A31 of the pin A3 is engaged with the first hole B1. The second hole B2 includes a first recess B21 and a second recess B22. The first recess B21 communicates with the second recess B22 and has a diameter larger than that of the recess B22. The engaging portion A32 extends through the first recess B21. The second recess B22 is wider than the neck A33 and includes an engaging surface B23 located in an inner periphery thereof. A vertical stop surface B24 extends from the engaging surface B23.
When assembling the chain, the fixing portions A31 of the two pins A3 are connected to the outer link plates B and the connection unit A is connected to the two pins A3. Then the two outer link plates B are assembled, the engaging portions A32 of the two pins A3 are inserted into the first recesses B21 of the second holes B2, and the engaging portions A32 protrude from the outer link plates B. The engaging portions A32 are then shifted toward the engaging surfaces B23 and then pressed downward to engaging the engaging portions A32 with the engaging surfaces B23 and stopped by the stop surfaces B24. The two outer link plates B are connected to each other and the inner link plates A1 of the connection unit A. A gap D is defined between the inner link plate A1 and the adjacent outer link plate B. Because the adjacent inner link plate A1 and the outer link plate B are connected by the engagement between the first recess B21 and the second recess B22 so that the pin A3 and the outer link plate B tend to shift relative to each other during operation. There is an axial force applied to the pin A3 when shifting the gears and the force could pull the engaging portion A32 out from the stop surface B24. The pin A3 moves toward the first recess B21 and could disengage from the outer link plate B to cause safety problems.